load(
    "@nazel//:nazel_build.bzl",
    "nazel_cc_binary",
    "nazel_cc_library",
)

package(default_visibility = ["//visibility:public"])

nazel_cc_library(
    name = "basis_exchange_strategy",
    srcs = ["basis_exchange_strategy.cc"],
    hdrs = ["basis_exchange_strategy.h"],
    deps = [
        "//cc/coin2",
        "//cc/coin2/base/math:twma",
    ],
)

nazel_cc_binary(
    name = "sim",
    srcs = [
        "runner.cc",
    ],
    deps = [
        "basis_exchange_strategy",
    ],
)
